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Reweighted functional estimation of diffusion models
Xu, Ke-li - In: Econometric theory 26 (2010) 2, pp. 541-563
Persistent link: https://www.econbiz.de/10003968610
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Empirical likelihood-based inference for nonparametric recurrent diffusions
Xu, Ke-Li - In: Journal of econometrics 153 (2009) 1, pp. 56-82
Persistent link: https://www.econbiz.de/10003892654
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Powerful tests for structural changes in volatility
Xu, Ke-li - In: Journal of econometrics 173 (2013) 1, pp. 126-142
Persistent link: https://www.econbiz.de/10009719626
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Regression discontinuity with categorical outcomes
Xu, Ke-Li - In: Journal of econometrics 201 (2017) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011917411
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Testing for structural change under non-stationary variances
Xu, Ke-Li - In: The econometrics journal 18 (2015) 2, pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
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A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li - In: Journal of econometrics 206 (2018) 1, pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
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On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li - In: Economics letters 200 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
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Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li - In: Journal of econometrics 218 (2020) 2, pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
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A revisit to bias-adjusted predictive regression
Xu, Ke-Li - In: Journal of empirical finance 80 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015329726
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Local projection based inference under general conditions
Xu, Ke-Li - 2023
Persistent link: https://www.econbiz.de/10014249745